Tim Bollerslev
Tim Bollerslev | |
|---|---|
| Born | May 11, 1958 Copenhagen, Denmark |
| Academic background | |
| Education | Aarhus University (MSc) University of California, San Diego (PhD) |
| Doctoral advisor | Robert F. Engle |
| Academic work | |
| Discipline | Econometrics Financial economics Macroeconomics |
| School or tradition | Neoclassical economics |
| Institutions | Duke University NBER |
| Notable ideas | GARCH |
| Website | |
Tim Peter Bollerslev (born May 11, 1958) is a Danish economist, currently the Juanita and Clifton Kreps Professor of Economics at Duke University. A fellow of the Econometric Society, Bollerslev is known for his ideas for measuring and forecasting financial market volatility and for the GARCH (generalized autoregressive conditional heteroskedasticity) model.
Biography
[edit | edit source]Tim Bollerslev received his MSc in economics and mathematics in 1983 from the Aarhus University in Denmark. He continued his studies in the U.S., earning his Ph.D. in 1986 from the University of California at San Diego with a thesis titled Generalized Autoregressive Conditional Heteroskedasticity with Applications in Finance[1] written under the supervision of Robert F. Engle (Nobel Prize in Economics winner in 2003).
After his graduate studies, Bollerslev taught at the Northwestern University between 1986 and 1995 and at the University of Virginia between 1996 and 1998. Since 1998 he is the Juanita and Clifton Kreps Professor of Economics at Duke University.
He and Mark Watson are widely regarded as carrying forward the work of the Nobel Prize-winning economist Robert F. Engle, as acknowledged by Engle himself.[2]
He was a co-editor of the Journal of Applied Econometrics.[3]
Articles
[edit | edit source]- Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
- Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
- Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
- Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
- Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
References
[edit | edit source]- ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).}
- ^ Engle's Autobiography on the Nobel Prize Website.
- ^ Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
External links
[edit | edit source]Lua error in Module:Authority_control at line 153: attempt to index field 'wikibase' (a nil value).